Sep. 19th, 2021
(no subject)
Sep. 19th, 2021 04:51 pmOK let's say you've got an event:
X > Y
That is, one random variable is higher than another. This is equivalent to
V > c
where V is a random variable and c is a constant.
- V has the same mean as X
- c is the mean of Y
- The variance of V is the variance of X plus the variance of Y
Oh, this also requires that X and Y are independent.
ANyway... basically we're moving all the "randomness" to the left hand side, and we end up comparing a random variable to a constant cutoff, rather than two random variables to each other
There's lots of ways to do that (for example X-Y>0) but I like this one cause visually, the densitives of X and V are in the same place, and if I imagine increasing the mean of X, they both shift to the right. And I can imagine a mark on the x axis at the mean of Y